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st: RE: matrix operations when N exceeds matsize
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: matrix operations when N exceeds matsize
Date
Tue, 18 May 2010 19:28:57 +0200
<>
Isn`t -mata- a good solution here?
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of John Harding
Sent: Dienstag, 18. Mai 2010 19:18
To: [email protected]
Subject: st: matrix operations when N exceeds matsize
I need to calculate the following quadratic form: W' *M* W where W is
NxK and M is K x K
However M is the result of the following quadratic form B*VARD*B' where
B is N x K and VARD is a K x K. My N exceeds the 11,000 limit and so I
have been trying to figure out how to use accum, glsaccum and opaccum to
be able to calculate the above equations.
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